Are you sure? When I looked it up 'lenzuolo' appeared to mean a blank sheet of paper or similar, whereas the singular for bedsheet was still feminine- lenzuola. It seems to me that it does not change its gender, rather it remains the same in both the (feminine) singular form and the plural form. Which is really confusing! Please correct me if I am wrong though!
Il lenzuolo = bedsheet, singular, m. Le lenzuola = bedsheet, plural, f. http://www.wordreference.com/iten/lenzuolo http://www.wordreference.com/iten/lenzuola I can't think of any instance when lenzuolo refers to a blank sheet of paper. I am sure in the sense I am an italian native speaker.
Yes, but the distinctive use of "linens" in the US can mean both the set or singular item. This is a common practice with a lot of phrases that employ generic words. It's an encompassing term, but the reason why it doesn't work here is because DL wants a specific translation.
Yes, DL generally wants a specific translation because it is trying to teach us a specific thing about the Italian language structure and grammar, so that we learn how to build sentences correctly in Italian. And what it sounds like in an English translation is almost besides the point.